+163.0%
LITE vs CIFR
-58.8%
+221.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -2.9% |
| 7D | +10.8% | +4.8% | +6.0% | +9.0% |
| 30D | -33.4% | -31.0% | -2.5% | -24.0% |
| 3M | -32.2% | -58.7% | +26.5% | -7.7% |
| 6M | -42.1% | -67.7% | +25.6% | -16.7% |
| YTD | +61.9% | -53.5% | +115.4% | +92.8% |
| 1Y | +163.0% | -54.1% | +217.0% | +203.7% |
| All | +163.0% | -58.8% | +221.8% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CIFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling